Question

What i have now is a real-time API get bunch of messages from network and feed into pubsub manager class. there might be up to 1000 msg/sec or more at times. there are 2 different threads each connected to its own pubsub. subscribers are WPF windows. manager keeps list of windows and their DispatcherSynchornisationContext.

A thread calls the manager through interface method.

Manager publishes through Post:

        foreach (var sub in Subscribers[subName])
        {
            sub.Context.Post(sub.WpfWindow.MyDelegate, data);
        }

can this be optimised.

P.S. Please dont ask why do I think it is slow and all.. I dont have limits. Any solution is infinitely slow. I have to do my best to make it as fast as possible. I am asking for help to assess – can it be done faster? Thank you.

EDIT: found this: http://msdn.microsoft.com/en-us/library/aa969767.aspx

Answer 1

The argument with a queue stays. WHat I do is put stuff into the queue, the queue triggers a task that then invokes into the messaging thread and pulls X items of data (1000, or how many there are). The one thing that killed me was permanent single item invokation (which is slow), but doing it batchy works nicely. I can keep up wiitz nearly zero cpu load on a very busy ES data feed in crazy times for time and sales.

I have a special set of componetns for that that I will open source one of the next week and there is an ActionQueue (taking a delegate to call when items need processing). This is now a Task (was a queued thread work item before). I took time to process up 1000 messages per invocation – but if you do a price grid you may need more.

Note: use WPF hints to enable gpu caching of rendered bitmaps.

In addition:

• Run every window on it’s own thread / message pump
• HEAVILY use async queues. The publisher should never block, every window has it’s own target queue that is async.

You want processing as decoupled as possible. Brutally decoupled.